Thanks for the reply. When you say that I'll need to run in legacy mode I take it that you're referring to the physical system, not the VM(s).

No, read the link. There are two modes of IGD assignment, universal passthrough mode, which requires a Broadwell or newer GPU and "legacy" mode. Legacy mode imposes additional requirements on the VM in order to be compatible with the integrated graphics. We need to modify some IDs on the host bridge, create an ISA/LPC bridge with the right IDs, and expose certain firmware features as reserved memory and trap some of the video BIOS programming. This is all independent of the host using legacy BIOS vs UEFI boot. Also note that we don't yet have OVMF support for the VM firmware dependencies, so your IGD VM needs to use a regular BIOS.